HiTEc: Repository

Journal paper (2024)

Michalis Panayides and Andreas Artemiou (2024) “Least Squares Minimum Class Variance Support Vector Machines”, Computers, 13 (2), 34 Link
Vladimir Batagelj, Weighted degrees and truncated derived bibliographic networks. arXiv:2401.04726 Link
Batagelj, V.: On weighted two-mode network projections. Scientometrics. https://link.springer.com/article/10.1007/s11192-024-05041-z
Cem Cakmakli, Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model, (with Yasin Simsek), Journal of Econometrics, Accepted
Štefelová, N., Palarea-Albaladejo, J., Hron, K., Gába, A., Dygrýn, J. Compositional PLS biplot based on pivoting balances: an application to explore the association between 24-hour movement behaviours and adiposity. Computational Statistics, 39, 835-863. Link
Bojana Milosevic, On the estimation of fuzzy stress–strength reliability parameter Link
Bax, K., Bonaccolto, G. and Paterlini,S., (2024), Spillover in Europe: The role of ESG, Journal of Financial Stability, https://doi.org/10.1016/j.jfs.2024.101221
SRAKAR, Andrej. Andrej Srakar's contribution to the Discussion of root and community inference on the latent growth process of a network by Crane and XU. Journal of the Royal Statistical Society. Series B, Statistical methodology. [in press] 2024, ISSN 1467-9868. DOI: 10.1093/jrsssb/qkae044 Link
Andrej Srakar's contribution to the Discussion of root and community inference on the latent growth process of a network by Crane and XU. Journal of the Royal Statistical Society. Series B, Statistical methodology. [in press] 2024, ISSN 1467-9868. DOI: 10.1093/jrsssb/qkae044 Link
Andrej Srakar, Contributed Discussion to the Defining a Credible Interval Is Not Always Possible with “Point-Null” Priors: A Lesser-Known Correlate of the Jeffreys-Lindley Paradox by Campbell and Gustafson. Bayesian Anal. Advance Publication [in press], (2024) DOI: 10.1214/23-BA1397 Link
Victor Bystrov , Viktoriia Naboka-Krell, Anna Staszewska-Bystrova and Peter Winker (2024): Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, Journal of Machine Learning Research, 25, 1-30 Link
Dan Vilenchik, Presentation for Limassol meeting March 2024 Link Database Link
Villani, M., Quiroz, M., Kohn, R. and Salomone, R. (2023) Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes, Econometrics & Statistics - Part B Statistics. Link
V. Bystrov, V. Naboka-Krell, A. Staszewska-Bystrova, P. Winker (2024): “Choosing the Number of Topics in LDA Models -- A Monte Carlo Comparison of Selection Criteria”, Journal of Machine Learning Research, 25 (79), 1-30. https://jmlr.org/papers/v25/23-0188.html Link

Contribution in book (2024)

Bonello, S., Suda, D. and Borg Inguanez M. (2024). A Bayesian Approach to Measuring Risk on Portfolios with Many Assets. Data Analysis and Related Applications 3: Theory and Practice - New Approaches, 131-145. ISTE Wiley. Database Link

Conference presentation (2024)

Vladimir Batagelj, Weighted degrees and truncated derived networks. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024. Link
Ferraro, Maria Brigida (2024). Fuzzy clustering: from numerical to complex data. HiTEc & CoDES 2024 Cyprus University of Technology, Limassol, Cyprus, March 23-24, 2024
E. Atanassov, A. Karaivanova, Optimization of execution on HEMUS supercomputer, 22 February 2024, 82nd International Scientific Conference of the University of Latvia (hybrid event), Link
Louisa Kontoghiorghes and Ana Colubi. Data augmentation with ChatGPT for assessing subject alignment. HiTEc & CoDES 2024, Cyprus University of Technology, Limassol, Cyprus, 23-24 March 2024.
Matus Maciak, Talk title: Online instability detection in a nonlinear expectile model: Theoretical and computational aspects The talk is about a complex risk modeling approach (using conditional expectiles) within a nonlinear model with possible instabilities--changepoints. Inferential tool in terms of a statistical test for detecting changes is proposed and investigated.
A. Munteanu, S. Omlor (2024). Turnstile $\ell_p$ leverage score sampling with applications. 2nd HiTEc workshop, 23-24 March 2024, Limassol (Cyprus) Link
Kalliopi Mylona, Presentation entitled: "Optimal experimental designs for the industry: Case studies" Participation at March 2024: Limassol HiTEc workshop
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka-Krell, Peter Winker, Analysing the Impact of Removing Infrequent Terms on Topic Quality in LDA Models. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024 Link
Francesco De Napoli, Eugenio Cangiano, Daria Scacciatelli: “A Hybrid Machine Learning Framework for Tax Revenues Monitoring”. HiTEc & CoDES 2024, Cyprus, 23-24 March 2024
Andrej Srakar, Spectral CLTs with long memory for causal inference in augmented large language models. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024. Link
Andrej Srakar, Bayesian probabilistic numerical method with product-Whittle-Matern-Yasuda kernel for Rosen’s hedonic regression. Invited seminar, The Research Centre of the School of Economics and Business, in cooperation with the Bank of Slovenia, Wednesday, 20 March 2024. Link
Genaro Sucarrat, "Robust Estimation and Inference for Time-Varying Unconditional Volatility". Presented at the Norwegian Economists' conference (January, Oslo). Co-authors: Adam Lee (BI) and Rickard Sandstrøm (Stockholm School of Economics)
David Paul Suda, Addressing high-dimensionality for dynamic principal components analysis in the frequency domain Link
Tsvetomira Tsenova, "Extracting Insights from Large and Complex Datasets: Examples of Dimensionality Reduction by Applying Economic Theory", Workshop on Complex Data in Econometrics and Statistics: HiTEc & CoDES 2024, Limassol
Zhou, J. (2024). Asymptotic normality and bias correction in high-dimensional statistical inference with regularized estimators. 2nd HiTEc workshop, Limassol (Cyprus) March 23-24, 2024.

Projects (2024)

Anna Staszewska-Bystrova, Peter Winker, Viktoriia Naboka-Krell, Vergleichende Analyse von Terminologie und Themen in der deutschen und polnischen wirtschaftswissenschaftlichen Literatur/ Analiza porównawcza terminologii i tematów z niemieckiej i polskiej ekonomicznej literatury naukowej, PNFN: Polsko-Niemiecka Fundacja na rzecz Nauki (PNFN), project for the years 2024-2026, project no. 100-2024-00794

Software (2024)

Vladimir Batagelj, an R program to convert bibliographic data obtained from OpenAlex into Pajek networks Link Database Link

Reports (2024)

Mimi Zhang, Work under review by Computational Statistics & Data Analysis Link

Others (2024)

Batagelj, V., Ferligoj, A., Doreian, P.: Network clustering. Wiley StatsRef-Statistics Reference Online, ID (stat08434). https://onlinelibrary.wiley.com/doi/epdf/10.1002/9781118445112.stat08434
Sandra Paterlini, Establish a connection and sponsored phd scholarship on using NLP for greenwashing with Consob https://www.consob.it The Commissione Nazionale per le Società e la Borsa is the public authority responsible for regulating the Italian financial markets.)
Andrej Srakar, Contribution to the Discussion of Root and community inference on the latent growth process of a network by Crane and Xu, Journal of the Royal Statistical Society, Series B: Statistical Methodology, accepted for publication in 2024.
Andrej Srakar, Contribution to the Discussion of Safe Testing by Grünwald, de Heide and Koolen, Journal of the Royal Statistical Society, Series B: Statistical Methodology, accepted for publication in 2024.
Mimi Zhang, Invited by Dr. Nicos Pavlidis to give a talk on functional data cluster analysis at LUMS. Link

Journal paper (2023)

Joni Virta and Andreas Artemiou (2023). “Poisson PCA on matrix count data”. Pattern Recognition, 131, 109401 Link
Antonis Christou and Andreas Artemiou (2023) “Adaptive L0 Regularization for sparse Support Vector Regression”, Mathematics, 11 (13), 2808. Database Link
Hyun Jung Jang, Seung Jun Shin and Andreas Artemiou (2023) “Principal Weighted Least Square Support Vector Machine: An Online Dimension-Reduction Tool for Binary Classification”, Computational Statistics and Data Analysis, 187,107818. Link
Szabó, M., Gascón, E., Baran, S., Parametric post-processing of dual-resolution precipitation forecasts. Wea. Forecasting 38 (2023), 1313–1322. Link Database Link
Baran, S., Lakatos, M., Statistical post-processing of visibility ensemble forecasts. Meteorol. Appl. 30 (2023), no. 5, paper e2157 Link Database Link
Vladimir Batagelj, Exactly mergeable summaries Link
Vladimir Batagelj, Cores in multiway networks Link
Vladimir Batagelj, On weighted two-mode network projections. arXiv:2307.07656 Link
Enea G. Bongiorno, Lax Chan & Aldo Goia (2023) Detecting the complexity of a functional time series, Journal of Nonparametric Statistics, DOI: 10.1080/10485252.2023.2234507 Link
I.Pavlu, A.Menafoglio, E.G.Bongiorno, K.Hron. Classification of probability density functions in the framework of Bayes spaces: methods and applications. SORT-Statistics and Operations Research Transactions, 47(2), 2023 (doi: 10.57645/20.8080.02.10). Link
Cem Cakmakli, Using Survey Information for Improving the Density Nowcasting of US GDP, (with Hamza Demircan), Journal of Business and Economic Statistics, 41/3, 667-682, 2023 Database Link
Petros Dellaportas, Bayesian tensor factorisations for time series of counts. Mach Learn 113, 3731–3750 (2024) Link
Petros Dellaportas, Reservoir computing for macroeconomic forecasting with mixed-frequency data. International Journal of Forecasting Link
Petros Dellaportas, Scalable Marked Point Processes for Exchangeable and Non-Exchangeable Event Sequences Link
Ivette Gomes, Generalized Beta Models and Population Growth: So Many Routes to Chaos. Fractal and fractional, 2023. Link
Marc Hallin, -- On the finite-sample performance of measure-transportation-based multivariate rank tests, in Mengxi Yi and Klaus Nordhausen, Editors, Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler, Springer, 87–119. Available at http://arxiv.org/ abs/2111.04705 (coauthor: Gilles Mordant).
Marc Hallin, -- Factor models for high-dimensional functional time series I: Representation results. Journal of Time Series Analysis 44, 578–600, special issue in honor of Masanobu Taniguchi (coauthors: Gilles Nisol and Shahin Tavakoli).
Marc Hallin, -- On the finite-sample performance of measure-transportation-based multivariate rank tests, in Mengxi Yi and Klaus Nordhausen, Editors, Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler, Springer, 87–119. Available at http://arxiv.org/ abs/2111.04705 (coauthor: Gilles Mordant).
Marc Hallin, -- Factor models for high-dimensional functional time series II: Estimation and forecasting. Journal of Time Series Analysis 44, 601–621, special issue in honor of Masanobu Taniguchi (coauthors: Gilles Nisol and Shahin Tavakoli).
Marc Hallin, -- Manfred Deistler and the General-Dynamic-Factor-Model approach to the analysis of high-dimensional time series. Econometrics, special issue on High-Dimensional Time Series in Macroeconomics and Finance in honor of Manfred Deistler, Benedikt P¨otscher, Leopold S¨ogner, and MartinWagner, Editors, available online: at https://www.mdpi.com/2225-1146/10/4/37/pdf.
Marc Hallin, -- Center-outward rank- and sign-based VARMA portmanteau tests: Chitturi, Hosking, and Li–McLeod revisited, Econometrics and Statistics, special issue in honor of Elvezio Ronchetti and Peter Rousseeuw, to appear (coauthor: Hang Liu). Available at http://arxiv.org/abs/2208.12143.
Marc Hallin, -- Inferential theory for Generalized Dynamic Factor Models. Journal of Econometrics, special issue in honor of Jianqing Fan’s 60th anniversary, to appear (coauthors: Matteo Barigozzi, Matteo Luciani, and Paolo Zaffaroni).
Marc Hallin, -- On bounded completeness and the L1-denseness of likelihood ratios. Sankhya A: The Indian Journal of Statistics, special issue in honor of R.R. Bahadur. Available at https://doi.org/10.48550/arXiv:2211.10822 (coauthors: Bas Werker and Bo Zhou).
Marc Hallin, -- Rank-based testing for semiparametric VAR models: a measure transportation approach, Bernoulli 29, 229-273 (coauthors: Davide La Vecchia and Hang Liu).
Marc Hallin, -- Forecasting Value-at-Risk and Expected Shortfall in large portfolios: a General Dynamic Factor Model approach, Econometrics and Statistics 27 1-15 (coauthor: Carlos Truc´?os).
Marc Hallin, -- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics, Bernoulli, to appear. Available at http://arxiv.org/abs/2111.15567 (coauthors: Hongjian Shi, Mathias Drton, and Fang Han).
Marc Hallin, -- Nonparametric measure-transportation-based methods for directional data, Journal of the Royal Statistical Society Series B, to appear. Available at https://ideas.repec.org/p/eca/wpaper/2013-344268.html (coauthors: Hang Liu and Thomas Verdebout).
Genest, C., Hron, K., Nešlehová, J. (2023) Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. Journal of Multivariate Analysis, 198, 105228. Link
Jašková, P., Palarea-Albaladejo, J., Gába, A., Dumuid, D., Pediši?, Ž., Pelclová, J., Hron, K. (2023) Compositional functional regression and isotemporal substitution analysis: methods and application in time-use epidemiology. Statistical Methods in Medical Research, 32, No. 10, 2064-2080. Link
Nesrstová, V., Jašková, P., Pavl?, I., Hron, K., Palarea-Albaladejo, J. Gába, A., Pelclová, J., Fa?evicová, K. (2023) Simple enough, but not simpler: reconsidering additive logratio coordinates in compositional analysis. Statistics and Operations Research Transactions, 47, No. 2, 269-294. Link
Nesrstová, V., Wilms, I., Palarea-Albaladejo, J., Filzmoser, P., Martín-Fernández, J.A., Friedecký, D., Hron, K. (2023) Principal balances of compositional data for regression and classification using partial least squares. Journal of Chemometrics, 37, No. 12, e3518 (22 pages). Link
Hron, K., Machalová, J., Menafoglio, A. Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. Statistical Papers, 64 (2023), No. 5, 1629-1667. Database Link
Louisa Kontoghiorghes, and Ana Colubi (2023): New metrics and tests for subject prevalence in documents based on topic modeling. International Journal of Approximate Reasoning. Database Link
Liebl, D., & Reimherr, M. (2023). Fast and fair simultaneous confidence bands for functional parameters. Journal of the Royal Statistical Society Series B: Statistical Methodology, 85(3), 842-868. Link
Kadri Maennasoo, Digital capacity and employment outcomes: Microdata evidence from pre- and post-COVID-19 Europe. Telematics and Informatics Volume 83, 2023. Link
Simos Meintanis, Bojana Milosevic, Marko Obradovic, Mirjana Veljovic. Goodness-of-fit tests for the multivariate Student-t distribution based on i.i.d. data, and for GARCH observations. Journal of Time Series Analysis, 2023. Link
Bojana Milosevic, title: Non-degenerate U-statistics for data missing completely at random with application to testing independence Link
Ristolainen, K., Roukka, T., Nyberg, H. (2023) A thousand words tell more than just numbers: Financial crises and historical headlines. Forthcoming in the Journal of Financial Stability. Link
Colubi, A., Ramos-Guajardo, A.B. Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics. Econometrics and Statistics, 2023, 26, pp. 84–98 Link
Henri Nyberg, Christos S. Savva, Risk-return trade-off in international stock returns: Skewness and business cycles, Econometrics and Statistics, 2023, ISSN 2452-3062, https://doi.org/10.1016/j.ecosta.2023.02.004. Link
Leopold Soegner, ''Financial instability and economic activity'', with Ines Fortin and Jaroslava Hlouskova, Empirica, 2023, Vol. 50, pp. 481-521. Link
Leopold Soegner, ''Hunting for Superstars'', with Martin Meier, Mathematics and Financial Economics, 2023, Vol. 17, 335-371. Link
Leopold Soegner, ``Bayesian Reconciliation of the Return Predictability'', with Borys Koval and Sylvia Frühwirth-Schnatter, forthcoming Studies in Nonlinear Dynamics & Econometrics.
Miroslav Stefanik, ŠTEFÁNIK, Miroslav - LYÓCSA, Štefan - BILKA, Matúš. Using online job postings to predict key labour market indicators. In Social Science Computer Review, 2023, vol. 41, iss. 5, pp. 1630-1649. ISSN 0894-4393. Dostupné na: https://doi.org/10.1177/08944393221085705
Genaro Sucarrat, "Modelling Nonstationary Financial Volatility with the R Package tvgarch". Conditionally accepted at Journal of Statistical Software. Co-author: Susana Campos-Martins (University of Oxford)
Gustafsson, O., Villani, M. and Stockhammar, P. (2023). Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates, Journal of Applied Econometrics. Link
Louvet, G., Raymaekers, J., Van Bever, G., & Wilms, I. (2023). The influence function of graphical lasso estimators. Econometrics and Statistics. DOI: https://doi.org/10.1016/j.ecosta.2023.03.004 Link

Contribution in book (2023)

Alessandra Amendola, Adaptive combinations of tail-risk forecasts. Book of the short papers - SIS 2023 Pag.293-298 ISBN:9788891935618
Vladimir Batagelj, Clustering and Blockmodeling Temporal Networks - Two Indirect Approaches. Proceedings of IFCS 2022, Porto. Springer 2023 Link
Ivette Gomes, An improvement in the performance of conditional tail expectation or expected shortfall estimators, through the use of a reliable EVI–estimator based on generalised means and possibly reduced-bias, is performed. Link
Marc Hallin, -- M-estimation for GARCH models in the absence of higher-order moments, in Yan Liu, Junichi Hirukawa, and Yoshihide Kakizawa, Editors, Research Papers in Statistical Inference for Time Series and Related Models, Essays in Honor of Masanobu Taniguchi, Springer, 187–210 (coauthors: Hang Liu and Kanchan Mukherjee).
Marc Hallin, -- Three applications of measure transportation in statistical inference. In Nguyen Ngoc Thach, Vladik Kreinovich, Doan Thanh Ha, and Nguyen Duc Trung, Eds, “Optimal Transport Statistics for Economics and Related Topics,” Proceedings of the Sixth Econometric Conference of Vietnam, Springer, pp. 90–106.
Marc Hallin, -- Dynamic Factor Models: a Genealogy, Proceedings of the 7th International Econometric Conference of Vietnam, Springer, to appear. Available at https://arxiv.org/abs/2310.17278 (coauthor: Matteo Barigozzi).
Marc Hallin, -- Multivariate quantiles: geometric and measure-transportation-based contours, Proceedings of the 17th International Conference of the Econometrics Society of Thailand, Springer, to appear. Available at https://arxiv.org/abs/2401.02499 (coauthor: Dimitri Konen).

Conference presentation (2023)

Robertas Alzbutas, Ieva Dunduliene, “Uncertain Knowledge and Machine Learning Application for Trade Risk Prediction and Sensitivity Identification”. HiTEC & CoDES2023 Conference, April, 3-5, 2023, Limassol, Cyprus.
Alessandra Amendola, Adaptive combinations of tail-risk forecasts. The 17th International Conference on Computational and Financial Econometrics (CFE 2023) will be hosted by HTW Berlin, University of Applied Sciences (Wilhelminenhof campus), Berlin, Germany, 16-18 December 2023.
Alessandra Amendola, The Spring HiTEC meeting and the Complex Data in Econometrics and Statistics Workshop .Limassol, Cyprus, 3-4 April 2023 Keynote Talks
Andreas Artemiou, CMStatistics: Sparse quantile regression
Andreas Artemiou, COMPSTAT: Sparse quantile regression
Vladimir Batagelj, On the structure of the network of European airports and airlines. HiTEc Working Groups Meetings, 3-5 April 2023, Poseidonia Beach Hotel, Limassol, Cyprus Link
Vladimir Batagelj, Analysis of weighted temporal networks represented by time slices. The 25th International Conference on Computational Statistics (Compstat 2023), Birkbeck, University of London, UK, 22-25 August 2023. Link
Rozenn Dahyot, Query Based Acoustic Summarization for Podcasts. Link Database Link
M. Demosthenous, C. Gatu, E. Kontoghiorghes (2023) Computational strategies for regression model selection in the high-dimensional case. HiTEc & CoDES COST Action meeting, April 3-5, 2023, Limassol, CY
Elena Fernandez Iglesias, Fernandez-Iglesias E., Fernandez M., Moro V., Incera L., Gonzalez-Rodriguez G., Vazquez-Tarrio D., Menendez-Duarte R. (2023). Desequilibrios morfológicos del cauce durante los últimos 80 años en el tramo bajo del río Nalón (Asturias). XVI Reunion Nacional de Geomorfologia, Zaragoza
Elena Fernandez Iglesias, Gonzalez-Rodriguez G., Vazquez-Tarrio D. Fernandez-Iglesias E., Fernandez M. Menendez-Duarte R, Pulgar J.A., Gonzalez-Cortina J.M., Pedreira, D. (2023). Preliminary results of bedload transport using geophysical techniques in Nalon Rivers (NW Spain). International Conference on Fluvial Sedimentology, Riva del Garda, Italy Link
Bombelli, Ilaria, Manipur, Ichcha, Ferraro, Maria Brigida (2023) Cluster analysis for networks using a fuzzy approach. Proceedings of 14-th Scientific Meeting Classification and Data Analysis Group, Salerno (Italy), pp. 86-89
Bombelli, Ilaria, Manipur, Ichcha, Ferraro, Maria Brigida (2023) Cluster analysis for networks using a fuzzy approach. Proceedings of 14-th Scientific Meeting Classification and Data Analysis Group, Salerno (Italy), pp. 86-89
Bombelli, Ilaria, Manipur, Ichcha, Ferraro, Maria Brigida (2023) Cluster analysis for networks using a fuzzy approach. Proceedings of 14-th Scientific Meeting Classification and Data Analysis Group, Salerno (Italy), pp. 86-89
Ivette Gomes, “Population Growth, EVT and geometrically thinned EVT”. HiTEC & CoDES2023, April, 3-5, 2023, Limassol, Cyprus. Link
Aneta Karaivanova, On the Low Discrepancy Sequence Generation on Heterogeneous HPC Systems, Workshop “HPC for Mathematics and Applications”, 28 June 2023, Sofia, Link
Aneta Karaivanova, Bulgarian Competence Centre in High Performance Computing, Workshop “Centre for Competence HPC+ in Bulgaria”, 24 April 2023, Sofia, Bulgaria, Link
Aneta Karaivanova, NCC Bulgaria Highlights, HPC User forum, 16 November 2023, Bulgaria, Sofia (Sofia Tech Park), Link
S.-M. Gurova, E. Atanassov, A. Karaivanova, A Resolvent Quasi-Monte Carlo Method for Estimating the Minimum Eigenvalues Using the Error Balancing, In: Lirkov, I., Margenov, S. (eds), Large-Scale Scientific Computing, LSSC 2023, Lecture Notes in Computer Science, vol.13952.
Louisa Kontoghiorghes and Ana Colubi. A comparison of two-sample tests for thematic prevalence under various topic models. HiTEc & CoDES COST Action meeting, April 3-5, 2023, Limassol, CY
Louisa Kontoghiorghes and Ana Colubi. Measuring and comparing the thematic prevalence using a parametric and distribution-free bootstrap two-sample test. EcoSta 2023. Waseda University, Tokyo, Japan.
Kostalova, Z. - Lyocsa, S. - Stefanik, M. Forecasting online job vacancy attractiveness. CFE-CMStatistics conference 2023, 16-18 December 2023, HTW Berlin, University of applied sciences, Berlin, Germany. Link
Bojana Milosevic, Testing for the equality of matrix distributions in the space of positive semi-definite random matrices.
A. Munteanu, S. Omlor, D. Woodruff (2023). Sketching for logistic regression. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), December 16-18, 2023, Berlin (Germany) Link
Kalliopi Mylona, Presentation entitled: "Designing optimal experiments" Participation at April 2023: Limassol HiTEc workshop and MC meeting
Kalliopi Mylona, Participation at "August 2023: KCL WG meetings"
Kalliopi Mylona, Participation at "Berlin 2023 WGs and CG meeting" Organisation of the session: "Design of experiments for big data" Presentation entitled: "A multi-objective optimal experimental split-plot design for the industry: Case studies"
Presentation "Advancing Markowitz: Market-driven trees for Multi-Asset Portfolio Optimization", with logo and acknowledgement of HiTeC Authors: Alla Petukhina, Anastasija Tetereva
Eugen Pircalabelu, Graph estimation based on multivariate functional data with different coarseness scales. Asymptotic Theory for Multidimensional Statistics Workshop, May 3-5, 2003. Leuven, Belgium
Eugen Pircalabelu, Distributed estimation and inference for Gaussian graphical models under an unbalanced distributed setting. Smart Diaspora, April 10-13, 2023. Timisoara, Romania
Eugen Pircalabelu, Aggregating estimators from distributed sources. A journey from estimation to model selection. EDT, UNamur, May 30, 2023. Namur, Belgium
Eugen Pircalabelu, Graph estimation based on multivariate functional data with different coarseness scales. Romanian Society of Probability and Statistics, April 21-22, 2003. Bucharest, Romania
A. B. Ramos-Guajardo. A clustering approach for random intervals based on an overlapping measure. 16th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2023) Link
Fiona Sammut, Paper presented during HiTEc WG meeting Limassol 2023. Link
Andrej Srakar, Spectral CLTs with long memory and aging for large language and large multimodal models. 2023 IMS International Conference on Statistics and Data Science (ICSDS). Link
Andrej Srakar, Approximate Bayesian numerical method with product-Whittle-Matern-Yasuda kernel for Rosen's hedonic regression. In: Asian Meeting of the Econometric Society (AMES), Mumbai, India, January 10-12, 2023. Mumbai: Indian Institute of Technology Bombay (IITB), 2023. Link
Andrej Srakar, Does long-term care reduce health care utilization? : a novel nonparametric dynamic panel mediation estimation approach. In: 17th International conference on computational and financial econometrics (CFE 2023) : 16-18 December 2023, HTW Berlin, University of applied sciences, Berlin, Germany. Berlin: University of Applied Sciences, 2023. Link
Andrej Srakar, Approximate Bayesian algorithm for tensor robust PCA using relative entropy. In: Andrej Kastrin, Lara Lusa (Eds.). Applied statistics 2023 : international conference : program and abstracts : September 24-26, 2023, Koper, Slovenia. Ljubljana: Statistical Society of Slovenia, 2023. Link
Andrej Srakar, Distributional information criteria for Irpino-Verde two-component regression. In: HiTEc meeting & workshop on complex data in econometrics and statistics, Limassol, Cyprus, 3-4 April 2023. [Brussels: COST], 2023. Link
Andrej Srakar, Approximate Bayesian algorithm for tensor robust PCA using relative entropy : presented at the European meeting of statisticians (EMS) 2023, Warsaw, 3-7 July, 2023 Link
Andrej Srakar, Covariance and autocovariance estimation on a Liouville quantum gravity sphere in a functional context : presented at the 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo, Japan, 1-3 Aug. 2023. Link
Andrej Srakar, Marilena Vecco. Fuzzy difference-in-differences for spatiotemporal data : presented at the 2023 American Causal Inference Conference, Austin, May 24-26, 2023 Link
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka-Krell, Peter Winker, Choosing the number of topics in LDA models: A Monte Carlo comparison of selection criteria, COMPSTAT 2023. Link
Genaro Sucarrat, "Robust Estimation and Inference for Time-Varying Unconditional Volatility". Presented at the Time Series Econometrics (March, Zaragoza). Co-authors: Adam Lee (BI) and Rickard Sandstrøm (Stockholm School of Economics)
Genaro Sucarrat, "Robust Estimation and Inference for Time-Varying Unconditional Volatility". Presented at the Italian Econometrics Society Conference (May, Cagliari). Co-authors: Adam Lee (BI) and Rickard Sandstrøm (Stockholm School of Economics)
Genaro Sucarrat, "Testing the zero-process of intraday financial return for non-stationary periodicity". Presented at the Quantitative Finance and Financial Econometrics Workshop (June, Marseille). Co-author: Ovidijus Stauskas (BI)
Genaro Sucarrat, "Testing the zero-process of intraday financial return for non-stationary periodicity". Presented at the Computational Financial Econometrics conference (December, Berlin). Co-author: Ovidijus Stauskas (BI)
Sara Taskinen, Cristoph Muehlmann, Mika Sipilä and Klaus Nordhausen: Robust second-order stationary spatial blind source separation. ICORS2023, Toulouse, 22-26 May 2023.
Dan Vilenchik, a 3 hour workshop on the challenges of high-dimensional data and specifically the feature selection problem. Link Database Link
Peter Winker, "Visualizing Topic Uncertainty in Topic Modelling", HiTEc meeting Workshop on Complex data in Econometrics and Statistics, April 3-4, 2023, Limassol, Cyprus
Peter Winker, “Tutorial: Text Mining in Econometrics”. HiTEc Spring Course, April 3-5, 2023, Limassol, Cyprus
Peter Winker, “Visualizing Topic Uncertainty in Topic Modelling”. CompStat 2023, August 22-25, 2023, Londong, UK
Peter Winker, "Visualizing Topic Uncertainty in Topic Modelling", Verein für Socialpolitik Jahrestagung, September, 24-27, 2023, Regensburg, Germany
Mimi Zhang, Link

Projects (2023)

National Centre for High-performance and Distributed Computing (NCHDC), object of the National Roadmap of RIs (2021-2027), Grant Agreement ? D01-25/01.12.2023, Start date: 1.12.2023. Prof A. Karaivanova is the project coordinator (leading consortium of 9 partners). Link
European project: “National Competence Centres in the framework of EuroHPC Phase 2” (acronym ”EuroCC2”), Grant Agreement ? 101101903, program DIGITAL EUROPE, Start date: 1.01.2023, End date: 31.12.2025. Prof A. Karaivanova is the leader of NCC Bulgaria (WP3 in EuroCC2) Link

Software (2023)

Vladimir Batagelj, MWnets - an R package for multiway network analysis Link
Michel Juillard, DynareJulia is a rewriting in Julia of Dynare, a sofware to solve, simulate and estimate DSGE models used in macroeconomics Link
Aneta Karaivanova, Algorithms for generation of scrambled low discrepancy sequences, applicable to complex heterogeneous (CPU/GPU) systems

Others (2023)

Alla Petukhina, Working paper with acknowledgement, submitted to Energy Economics Link
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2023): Analysing the Impact of Removing Infrequent Words on Topic Quality in LDA Models, working paper Link
David Paul Suda, Module IV: Handling higher dimensions: Regularisation, sparsity and metaheuristics (Spring Course Limassol 2023) Link

Journal paper (2022)

Bombelli, I., Ferraro, M.B., Vichi, M. (2023). Consensus and fuzzy partition of dendrograms from a three-way dissimilarity array.Information Sciences 637, 118948
Bombelli, I., Manipur, I., Guarracino, M.R., Ferraro, M.B. (2023). Representing ensembles of networks for fuzzy cluster analysis: a case study. Data Mining and Knowledge Discovery (in press.)
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2022): Cross-Corpora Comparisons of Topics and Topic Trends, Journal of Economics and Statistics 242/4, 433–469. Link
Rodriguez-Deniz, H., Villani, M. and Voltes-Dorta, A. (2022). A Multilayered Block Network Model to Forecast Large Dynamic Transportation Graphs: an Application to US Air Transport, Transportation Research Part C - Emerging Technologies (2022) Link
Rodriguez-Deniz, H., Villani, M. (2022). Robust Real-Time Delay Predictions in a Network of High-Frequency Urban Buses, IEEE Transactions on Intelligent Transportation Systems. Database Link
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova und Peter Winker (2022): Cross-Corpora Comparisons of Topics and Topic Trends, Journal of Economics and Statistics 242/4, 433–469.T The database link provides additional information on the data base and code used for the analysis. Link Database Link

Contribution in book (2022)

Srakar, A. (2022). Approximate Bayesian Algorithm for Tensor Robust Principal Component Analysis. In: Argiento, R., Camerlenghi, F., Paganin, S. (eds) New Frontiers in Bayesian Statistics. BAYSM 2021. Springer Proceedings in Mathematics & Statistics, vol 405. Springer, Cham. https://doi.org/10.1007/978-3-031-16427-9_1 Link
Srakar, A. (2022). Approximate Bayesian Algorithm for Tensor Robust Principal Component Analysis. In: Argiento, R., Camerlenghi, F., Paganin, S. (eds) New Frontiers in Bayesian Statistics. BAYSM 2021. Springer Proceedings in Mathematics & Statistics, vol 405. Springer, Cham. https://doi.org/10.1007/978-3-031-16427-9_1 Link

Conference presentation (2022)

Alessandra Amendola, The impact of ESG scores on tails risk measures. 16th International Conference on Computational and Financial Econometrics (CFE 2022), December 17-19, 2022, London, UK.
Ben Jones and Andreas Artemiou (2022) Nonlinear feature extraction for sufficient dimension reduction in the presence of categorical predictors. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK.
M. Demosthenous, C. Gatu, E. Kontoghiorghes, A. Colubi (2022) Computational strategies for regression model selection in the high-dimensional case. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK.
Maria Brigida Ferraro, Paolo Giordani, Maurizio Vichi (2023). FuzzyPseudo-F:One-andtwo-modeclusteringcases. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), December 16-18, 2023, Berlin (Germany)
Ivette Gomes, “An Accurate Way to Measure Risks of Extreme Events” (joint work with Frederico Caeiro, Fernanda Figueiredo and Lígia Henriques-Rodrigues). CMStatistics 2022, London, UK, December 17-19, 2022. Link
Matus Maciak, Online changepoint test in a nonlinear expectile model Database Link
Matus Maciak, Online changepoint test in a nonlinear expectile model Database Link
Bojana Milosevic, The goal of this work is to study impact of different imputation procedure on GOF testing. Link
Christoph Muehlmann, Sandra De Iaco, Klaus Nordhausen (2022) Second Order Source Separation for Multivariate Space-Time Data. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK.
Louis Frans Pau, Inference of the Structure of Economic Reasoning from Natural Language Analysis. HiTEC Workshop, London, Dec 2022.
Eugen Pircalabelu, High-dimensional sufficient dimension reduction through principal projections. Link
Eugen Pircalabelu, A divide-and-conquer approach for covariate-adjusted Gaussian graphical models Link
Ferraro, M.B., Fernández-Iglesias, E., Ramos-Guajardo, G., González-Rodríguez, G. Clustering of star-shaped sets with a fuzzy approach. 15th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2022) Link
L. Soegner, M. Deistler, P. Gersing, C. Rust (2022) Mixed-frequency dynamic factor models. CFE 2022, December 17-19, 2022, London, UK Link
Andrej Srakar, Panel nonparametric regression with tensorial long short-term memory recurrent neural networks. In: International Symposium on Nonparametric Statistics, 20-24 June 2022, Paphos - Cyprus. [S. l.: s. n.], 2022. Link
Andrej Srakar, Panel nonparametric regression with tensorial long short-term memory recurrent neural networks. In: EcoMod 2022 : International Conference on Economic Modeling and Data Science, Ljubljana, 14th - 16th September 2022. [S. l.]: EcoMod net, 2022. 13 str., graf. prikazi. Link
Andrej Srakar, Causal inference for distributional treatments. In: 11th Economic and Business Review conference & SEB LU doctoral conference 2022, online, December 2, 2022 : programme & abstracts. Ljubljana: School of Economics and Business, 2022. Link
Andrej Srakar, Approximate Bayesian algorithm for tensor robust principal component analysis. In: 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, July 17-22, 2022. Linz: Austrian Academy of Sciences, Johann Radon Institute for Computational and Applied Mathematics, 2022. Link
Andrej Srakar, Miroslav Verbic. Level densities for general ß-ensembles : an operator-valued free probability perspective. In: 2022 IMS Annual Meeting : Probability and statistics : University of London, 27-30 June 2022. London: London School of Economics and Political Science, 2022. Str. 69. Link
Andrej Srakar, Pitman-Yor mixtures for Bayesian additive regresion trees : a novel nonparametric prior for Bayesian causal inference. In: 2022 IMS International Conference on statistics and data science (ICSDS), December 13-16, 2022, Florence, Italy. Florence: University of Florence, 2022. Link
Andrej Srakar, Marilena Vecco. Adaptive wavelet estimation of a latent variable model. In: International Symposium on Nonparametric Statistics, 20-24 June 2022, Paphos - Cyprus. [S. l.: s. n.], 2022. Str. 95. Link
Andrej Srakar, Solution to stochastic partial Loewner equation with several complex variables using Nevanlinna theory. In: O. A. Ladyzhenskaya centennial conference on PDE's : Book of abstracts : St. Petersburg, July 16 - July 22, 2022. St. Petersburg: Steklov Institute of Mathematics, 2022. Link
Andrej Srakar, Approximate Bayesian numerical method with product-Whittle-Matern-Yasuda kernel for Rosen's hedonic regression. In: Programme and abstracts : 16th International Conference on Computational and Financial Econometrics (CFE 2022) and 15th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2022) : King's College London, 17-19 December 2022. London: King's College London, cop. 2022. ISBN 978-9925-7812-6-3. Link
Andrej Srakar, Fuzzy Wald ratio difference-in-differences and changes-in-changes estimator for spatiotemporal and spatial data. In: Programme and abstracts : 5th International Conference on Econometrics and Statistics (EcoSta 2022) : Ryukoku University, Kyoto, Japan, 4-6 June 2022. [S. l.: s. n.], 2022. ISBN 978-9925-7812-1-8. Link
Andrej Srakar, Approximate Bayesian computation for high-dimensional data using Itakura-Saito divergence : presented at the Royal Statistical Society International Conference 2022, Aberdeen, 12-15 Sept. 2022 Link
Anna Staszewska-Bystrova, Victor BYSTROV, Viktoriia NABOKA, Anna STASZEWSKA-BYSTROVA, Peter WINKER, Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, Macromodels International Conference 2022. Link
David Suda (2022) Forecasting Econometric Time Series In Higher Dimensions – Dimension Reduction And Setting The Bayesian Framework. Presentation slides for HiTEC WG meetings London 2022.
Sara Taskinen, Mika Sipilä and Klaus Nordhausen: Robust spatial blind source separation. CMStatistics 2022, London, 17-19 December 2022.
Peter Winker, "Text based innovation indicators - a progress report", CSDA & EcoSta Workshop on Statistical Data Science (SDS 2022), August, 26 - 28, 2022, Bologna, Italy
Peter Winker, “Tutorial: Text Mining in Econometrics”. CompStat 2022, August 23-26, 2023, Bologna, Italy
Mimi Zhang (2022) Functional Data Clustering and Its Application in Econometrics. Presentation slides for HiTEC WG meetings London 2022.

Reports (2022)

Ana Colubi, HiTeC MoU Link

Others (2022)

Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2022): Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, working paper Link